^IMXL vs. VUAG.L
Compare and contrast key facts about Dow Jones Islamic Market Titans 100 Index (^IMXL) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMXL or VUAG.L.
Key characteristics
| ^IMXL | VUAG.L | |
|---|---|---|
| YTD Return | 21.14% | 14.91% |
| 1Y Return | 27.50% | 19.57% |
| 3Y Return (Ann) | 7.07% | 11.37% |
| 5Y Return (Ann) | 14.07% | 13.57% |
| Sharpe Ratio | 2.03 | 0.61 |
| Daily Std Dev | 12.68% | 33.16% |
| Max Drawdown | -48.36% | -25.61% |
| Current Drawdown | -3.13% | -4.10% |
Correlation
The correlation between ^IMXL and VUAG.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^IMXL vs. VUAG.L - Performance Comparison
In the year-to-date period, ^IMXL achieves a 21.14% return, which is significantly higher than VUAG.L's 14.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^IMXL vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^IMXL vs. VUAG.L - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for ^IMXL and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
^IMXL vs. VUAG.L - Volatility Comparison
Dow Jones Islamic Market Titans 100 Index (^IMXL) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) have volatilities of 4.33% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.